| 000 | 00670nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aFraser, Patricia and Mckaig, Andrew J. | ||
| 240 | _aInternational Journal of Finance and Economics (Q) | ||
| 245 | _aTime series behaviour of asset prices: evidence from UK futures markets | ||
| 246 |
_aJ4767 _f1998 |
||
| 260 | _c1998 | ||
| 300 |
_bV. 3 _cIssue. 2 _a143-155 |
||
| 366 | _b1998 | ||
| 366 | _bApril | ||
| 650 | _aFinance and Economics | ||
| 653 | _aNearest to maturity futures contracts;Mean reversion;Persistence;Multivariate cointegration;Market efficiency;Time varying equilibrium returns; | ||
| 942 | _cJA | ||
| 999 |
_c41913 _d41913 |
||